I was gonna say this topic has been SO DONE. But a search came up with nothing! Maybe I'm a bad searcher.
Anyway ... you can't do better than the Sun Bowl at Bonticou. But ... setting TRs there is an adventure in itself.
If you're up for the harder climbing, the Yellow Wall area is usually very good on a sunny winter day. You can tough it out by leading Airy Aria and set a TR on Scary Area which gets nice sun in the late morning. One of my last days climbing in the Gunks was in late December. Had to shovel snow off the ledge at the bottom to find a place to sit. But once on the rock, it was toasty.
If you can find anything that is angled even a bit to the south ... like say Birdland ... if there's no wind and the sun is out, you can usually climb comfortably.
One of the best winter climbing areas used to be left of the crevasse at Skytop ... but .... oh well.